5 papers
Analysis of an aggregate loss model in a Markov renewal regime
Pepa RamÃrez-Cobo, Emilio Carrizosa, Rosa Elvira Lillo
In this article we consider an aggregate loss model with dependent losses. The losses occurrence process is governed by a two-state Markovian arrival process (MAP2), a Markov renew…
Variable selection for Naïve Bayes classification
Rafael Blanquero, Emilio Carrizosa, Pepa RamÃrez-Cobo +1
The Naïve Bayes has proven to be a tractable and efficient method for classification in multivariate analysis. However, features are usually correlated, a fact that violates the N…
A cost-sensitive constrained Lasso
Rafael Blanquero, Emilio Carrizosa, Pepa RamÃrez-Cobo +1
The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall pre…
A bivariate two-state Markov modulated Poisson process for failure modelling
Yoel G. Yera, Rosa E. Lillo, Bo F. Nielsen +2
Motivated by a real failure dataset in a two-dimensional context, this paper presents an extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one-dimensi…
Fitting procedure for the two-state Batch Markov modulated Poisson process
Yoel G. Yera, Rosa E. Lillo, Pepa RamÃrez-Cobo
The Batch Markov Modulated Poisson Process (BMMPP) is a subclass of the versatile Batch Markovian Arrival process (BMAP) which has been proposed for the modeling of dependent event…